The Beveridge-Nelson decomposition in retrospect and prospect
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Publication:299208
DOI10.1016/j.jeconom.2008.08.008zbMath1429.91249OpenAlexW2066640894MaRDI QIDQ299208
Publication date: 22 June 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2008.08.008
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
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